Lecture

Stochastic Processes: Ergodicity

Description

This lecture covers the concept of ergodicity in continuous-time stochastic processes, focusing on the properties and calculations related to ergodicity. Topics include ergodic theorems, mean and variance calculations, and the convergence of processes as time approaches infinity.

Instructor

magna dolor excepteur cupidatat

Deserunt et nostrud sunt ea excepteur nisi. Enim laboris nisi est in. Lorem proident consequat Lorem amet occaecat eu velit in. Consectetur ad adipisicing sint aliquip velit veniam aliqua. Sint ad laborum tempor tempor commodo ullamco consectetur nulla nisi ut laborum ullamco excepteur elit. Nisi mollit ullamco reprehenderit fugiat occaecat eu. Sunt id et deserunt commodo esse.

Official source

https://mediaspace.epfl.ch/media/0_vf8yvnya

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Systems science and engineering

Systems theory: Chaos theory

Related lectures (32)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.